Call us +1 212 742-8677
otcbrbanner56

Get Savvysoft's white paper "VaR Doesn't Have To Be Hard" and gain insights into how to measure and manage your derivatives risk.

Between trading blowups and increased regulatory scrutiny risk management of derivatives has never been more important. This paper will take you through the basics of market risk, and show how it has been managed over the years using measures such as duration, beta and delta.

In clear and simple language, Value at Risk, or VaR, is proposed as the best way to measure risk, given a common-sense definition of what risk really is. Within the VaR framework, Historical VaR is shown to be superior to Parametric VaR and Monte Carlo VaR.

A few problems are raised with Historical VaR, but a new type of VaR called Realized VaR is introduced which overcomes these problems.

This paper does not contain lots of formulas and lingo. Instead, it explains the concepts in plain English, with relevant and easy to follow examples.



"Great article... A common sense approach to a real world issue. Don't overcomplicate when you don't have to." -John Patrick (Jack) Fahey III

Register for instant access to 'Var Doesn't Have To Be Hard.' Registration is FREE & CONFIDENTIAL.

If you already have a password, click here to log in

First Name:
Last Name:
Company:
Phone #:
Work Email:
 

Fields in red are required.

Privacy Policy: Savvysoft will not share your information with anyone else without your permission.


Copyright 2004-2013, Options Unlimited Research Corp.